Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.735 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 53007.25 Kr¶

Max Equity ever reached: ------------> 53066.34 Kr¶

Portfolio value: --------------------------> 33169.61 Kr¶

PnL: ---------------------------------------> -79.56 Kr¶

DD now: ---------------------------------> -0.111 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:34:12.724103'

Anic Portfolio¶

Today¶

Return: -0.111 %¶

This Week¶

Return: -0.111 %¶

Total¶

Return: 73.532 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Indutrade 5 0.880000 1320.500000 3.500000 0.270000 1317.000000
Investor A 16 -0.230000 3539.200000 3.200000 0.090000 3536.000000
NCC B 7 1.470000 654.150000 2.450000 0.380000 651.700000
Embracer Group B 26 2.090000 661.050000 1.430000 0.220000 659.620000
Lundin Gold 7 1.020000 973.000000 1.400000 0.140000 971.600000
Ambea 68 2.480000 2532.320000 1.360000 0.050000 2530.960000
Sdiptech B 3 2.090000 821.400000 1.200000 0.150000 820.200000
Latour B 2 0.850000 449.600000 1.200000 0.270000 448.400000
SynAct Pharma 9 2.000000 643.500000 0.900000 0.140000 642.600000
Fortnox 10 -0.360000 666.400000 0.800000 0.120000 665.600000
Biotage 4 -0.070000 601.200000 0.400000 0.070000 600.800000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Sampo Oyj SDB 1 0.200000 504.000000 0.000000 0.000000 504.000000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
NCC A 6 0.610000 597.600000 0.000000 0.000000 597.600000
Xvivo Perfusion 3 -0.530000 843.000000 0.000000 0.000000 843.000000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Creades A 7 1.050000 608.650000 0.000000 0.000000 608.650000
BHG Group 49 -2.910000 637.490000 0.000000 0.000000 637.490000
Volati 5 1.780000 572.000000 -1.000000 -0.170000 573.000000
Lime Technologies 2 6.490000 591.000000 -1.000000 -0.170000 592.000000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Vitrolife 3 -0.800000 673.200000 -1.800000 -0.270000 675.000000
New Wave B 20 1.510000 3904.000000 -2.000000 -0.050000 3906.000000
Humana 40 0.480000 667.200000 -4.800000 -0.710000 672.000000
BONESUPPORT HOLDING 10 0.830000 1216.000000 -5.000000 -0.410000 1221.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.030000 2816.000000 -48.000000 -1.680000 2864.000000
TOTAL 33169.610000 -79.560000 -0.11135% 33249.170000

Updated:¶

'2023-06-07 15:34:26.912675'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶